+3.8%
TTWO vs TROW
+21.8%
-18.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +2.9% | +2.8% |
| 7D | +1.3% | -3.0% | +4.3% | +2.2% |
| 30D | -13.4% | -5.5% | -7.9% | -12.0% |
| 3M | +3.1% | +2.3% | +0.8% | +3.6% |
| 6M | +3.8% | +23.9% | -20.2% | -7.1% |
| All | +3.8% | +21.8% | -18.1% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded TROW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling